Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 0.82% | 97.00 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'256 CHF | 487'256 CHF | 99.70% | 99.70% |
24.07.2024 | 1.02% | 97.20 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'609 CHF | 492'609 CHF | 100.00% | 100.00% |
23.07.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'272 CHF | 494'272 CHF | 99.92% | 99.92% |
22.07.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'245 CHF | 493'245 CHF | 99.62% | 99.62% |
19.07.2024 | 0.82% | 97.60 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'622 CHF | 492'622 CHF | 99.49% | 99.49% |
18.07.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'689 CHF | 494'689 CHF | 99.99% | 99.99% |
17.07.2024 | 1.02% | 98.00 % | 99.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'829 CHF | 494'829 CHF | 99.02% | 99.02% |
16.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'141 CHF | 496'141 CHF | 100.00% | 100.00% |
15.07.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'737 CHF | 496'737 CHF | 100.00% | 100.00% |
12.07.2024 | 1.01% | 98.50 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'663 CHF | 496'663 CHF | 100.00% | 100.00% |